CVST: Fast Cross-Validation via Sequential Testing
Version 0.2-1

This package implements the fast cross-validation via sequential testing (CVST) procedure. CVST is an improved cross-validation procedure which uses non-parametric testing coupled with sequential analysis to determine the best parameter set on linearly increasing subsets of the data. By eliminating underperforming candidates quickly and keeping promising candidates as long as possible, the method speeds up the computation while preserving the capability of a full cross-validation. Additionally to the CVST the package contains an implementation of the ordinary k-fold cross-validation with a flexible and powerful set of helper objects and methods to handle the overall model selection process. The implementations of the Cochran's Q test with permutations and the sequential testing framework of Wald are generic and can therefore also be used in other contexts.

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AuthorTammo Krueger, Mikio Braun
Date of publication2013-12-10 14:50:04
MaintainerTammo Krueger <tammokrueger@googlemail.com>
LicenseGPL (>= 2.0)
Version0.2-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("CVST")

Man pages

cochranq.test: Cochran's Q Test with Permutation
constructCVSTModel: Setup for a CVST Run.
constructData: Construction and Handling of 'CVST.data' Objects
constructLearner: Construction of Specific Learners for CVST
constructParams: Construct a Grid of Parameters
constructSequentialTest: Construct and Handle Sequential Tests.
CV: Perform a k-fold Cross-validation
CVST-package: Fast Cross-Validation via Sequential Testing
fastCV: The Fast Cross-Validation via Sequential Testing (CVST)...
noisyDonoho: Generate Donoho's Toy Data Sets
noisySine: Regression and Classification Toy Data Set

Functions

CV Man page Source code
CVST Man page
CVST-package Man page
blocks Man page Source code
bumps Man page Source code
calculateErrors Source code
cochranq.test Man page Source code
constructCVSTModel Man page Source code
constructData Man page Source code
constructKRRLearner Man page Source code
constructKlogRegLearner Man page Source code
constructLearner Man page Source code
constructParams Man page Source code
constructSVMLearner Man page Source code
constructSVRLearner Man page Source code
constructSequentialTest Man page Source code
doppler Man page Source code
fastCV Man page Source code
getCVSTTest Man page Source code
getN Man page Source code
getOptimalSolution Source code
getResult Source code
getSubset Man page Source code
getX Man page Source code
heavisine Man page Source code
isClassification Man page Source code
isRegression Man page Source code
klogreg Source code
klogreg.predict Source code
krr Source code
krr.predict Source code
noisyDonoho Man page Source code
noisySinc Man page Source code
noisySine Man page Source code
perm.cochranq.test Source code
plotSequence Man page Source code
shuffleData Man page Source code
testSequence Man page Source code
which.is.min Source code

Files

NAMESPACE
R
R/methods.R
R/CV.R
R/util.R
README.md
MD5
DESCRIPTION
man
man/CVST-package.Rd
man/constructLearner.Rd
man/constructSequentialTest.Rd
man/fastCV.Rd
man/constructData.Rd
man/CV.Rd
man/noisySine.Rd
man/constructParams.Rd
man/noisyDonoho.Rd
man/constructCVSTModel.Rd
man/cochranq.test.Rd
CVST documentation built on May 19, 2017, 9:25 p.m.